Last price paid | 0.10 | |
Change | -16.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -54.35% |
Year to date (YTD) | -47.37% |
1 month | -28.57% |
3 months | -41.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'226.50 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 18.15 |
Implied volatility | 0.24 |
ISIN | CH1305127867 |
Symbol | PGHEJZ |
Security | 130512786 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'240.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 19.12.2023 |
Premium | 0.91% |
Premium p.a. | 8.69% |
Leverage | 30.25 |
Implied volatility | 24.30% |
Moneyness | in-the-money |
Leverage | 18.1529 |
Delta | 0.6001 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0008 |
Vega | 0.0035 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 1'282.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.48 |
ABB Ltd | 47.97 |
Partners Group Ho... | 1'270.00 |
Alcon AG | 80.72 |
Holcim | 79.08 |
Name | Price |
---|---|
SONOVA HLDG N | 281.20 |
Nestlé SA | 95.82 |
UBS | 27.41 |
SWISSCOM N | 501.00 |
Swiss Re | 109.70 |